-16.8%
MCD vs EFA
+19.4%
-36.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -6.7% | -1.3% | -5.4% | -6.6% |
| 3M | -9.6% | +5.2% | -14.8% | -10.3% |
| 6M | -22.3% | +9.4% | -31.7% | -23.8% |
| YTD | -15.4% | +12.7% | -28.2% | -17.7% |
| 1Y | -16.8% | +19.3% | -36.1% | -20.2% |
| All | -16.8% | +19.4% | -36.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling